| Interest-Rate Swap Levels (Oct. 31, 2001) | |||||||||||||||
| Maturity | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 12 | 15 | 20 | 25 | 30 |
| Euro | 3.2225 | 3.3475 | 3.6 | 3.8375 | 4.0475 | 4.23 | 4.3825 | 4.5075 | 4.6175 | 4.7075 | 4.855 | 5.02 | 5.1825 | 5.25 | 5.26 |
| Dollar | 2.3559 | 3.0343 | 3.6427 | 4.0796 | 4.387 | 4.6248 | 4.8044 | 4.9428 | 5.0515 | 5.1503 | 5.319 | 5.5069 | 5.6747 | 5.726 | 5.7636 |
| Source: Deutsche Bank |
Interest-Rate Swap Levels (Oct. 31, 2001)
